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## Re: [Help-gsl] Where oh where did the correlation cofficient go?

**From**: |
Brian Gough |

**Subject**: |
Re: [Help-gsl] Where oh where did the correlation cofficient go? |

**Date**: |
Wed, 30 May 2007 11:27:49 +0100 |

**User-agent**: |
Wanderlust/2.14.0 (Africa) Emacs/21.3 Mule/5.0 (SAKAKI) |

At Fri, 25 May 2007 06:31:49 -0700,
Jack Denman wrote:
>* I must have done something wrong. I created the results of an ideal*
>* linear function of y = mx +b and did the regression on the values*
>* and calculated the value of rho. I did this to check the accuracy of*
>* my code. The answer was off by a factor of roughly fifty ( rho =*
>* 0.02 ). I used both unweighted and neutrally weighted function*
>* calls. Below is listed the results and the code.*
>* Where did I go wrong?*
Sorry, the formula I gave you had a typo, it should be
cov01/sqrt(cov00*cov11). Also, that gives the correlation of the fit
parameters. For the correlation of the data, which is what you want,
you need to do:
#include <gsl/gsl_statistics.h>
cov01 = gsl_stats_covariance(x,1,y,1,n);
cov00 = gsl_stats_variance(x,1,n);
cov11 = gsl_stats_variance(y,1,n);
r=cov01/sqrt(cov00*cov11);
--
Brian Gough
Network Theory Ltd,
Publishing Free Software Manuals --- http://www.network-theory.co.uk/